Franklin FTSE Europe ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.19% (+2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0671 | 14.83 | |
| 0.1197 | 18.76 | |
| 0.8244 | 103.75 |
Estimation Period:
Nov 6, 2017 to Feb 6, 2026
Nov 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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